+1,761.9%
AME vs VIG
+650.0%
+1,112.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.3% |
| 7D | -4.1% | +1.0% | -5.1% | -5.3% |
| 30D | -4.1% | +4.5% | -8.7% | -9.2% |
| 3M | -5.6% | +2.1% | -7.7% | -8.0% |
| 6M | +2.8% | +10.5% | -7.6% | -8.7% |
| YTD | +16.6% | +15.1% | +1.5% | -1.2% |
| 1Y | +21.1% | +16.9% | +4.2% | +0.7% |
| 3Y | +61.1% | +65.6% | -4.5% | -12.0% |
| 5Y | +76.6% | +64.4% | +12.2% | -2.8% |
| 10Y | +431.3% | +260.6% | +170.7% | +16.7% |
| All | +1,761.9% | +650.0% | +1,112.0% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling